I thought it really, really likely that the NSA was cooperating with European intelligence agencies to eavesdrop on Merkel's phone when that was revealed in 2013.

So the real news here is that Denmark was used to spy on communications of other European politicians and (apparently) not Danish politicians. The technically easiest solution would have been that the intelligence agency of each country spies on their politicians and hands over the intel to NSA. But I guess that would be a step to far, so instead they spy on the neighbouring politicians.

I think it is fair - based on this report and what is known of collaborations between NSA and different European intelligence agencies - to suspect that most or all European countries spies on neighbouring politicians in collaboration with the NSA. And yes, that shows a loyalty to the NSA above that of the loyalty to their own country. Therefore I expect the news in most countries to be quietly moved of the front pages for lack of political uproar, and then promptly forgotten.